Related papers: Non-reversible Parallel Tempering for Deep Posteri…
Parallel tempering (PT) is a class of Markov chain Monte Carlo algorithms that constructs a path of distributions annealing between a tractable reference and an intractable target, and then interchanges states along the path to improve…
Parallel tempering, also known as replica exchange sampling, is an important method for simulating complex systems. In this algorithm simulations are conducted in parallel at a series of temperatures, and the key feature of the algorithm is…
Non-reversible parallel tempering (NRPT) is an effective algorithm for sampling from target distributions with complex geometry, such as those arising from posterior distributions of weakly identifiable and high-dimensional Bayesian models.…
Sampling from complex target distributions is a challenging task fundamental to Bayesian inference. Parallel tempering (PT) addresses this problem by constructing a Markov chain on the expanded state space of a sequence of distributions…
Parallel tempering is popular method for allowing MCMC algorithms to properly explore a $d$-dimensional multimodal target density. One problem with traditional power-based parallel tempering for multimodal targets is that the proportion of…
Probabilistic computers built from p-bits offer a promising path for combinatorial optimization, but the dense connectivity required by real-world problems scales poorly in hardware. Here, we address this through graph sparsification with…
Parallel tempering, or replica exchange, is a popular method for simulating complex systems. The idea is to run parallel simulations at different temperatures, and at a given swap rate exchange configurations between the parallel…
Application of the replica exchange (i.e., parallel tempering) technique to Langevin Monte Carlo algorithms, especially stochastic gradient Langevin dynamics (SGLD), has scored great success in non-convex learning problems, but one…
Denoising Diffusion Probabilistic Models (DDPMs) have emerged as powerful tools for generative modeling. However, their sequential computation requirements lead to significant inference-time bottlenecks. In this work, we utilize the…
Sampling Boltzmann probability distributions plays a key role in machine learning and optimization, motivating the design of hardware accelerators such as Ising machines. While the Ising model can in principle encode arbitrary optimization…
Tempering is a popular tool in Bayesian computation, being used to transform a posterior distribution $p_1$ into a reference distribution $p_0$ that is more easily approximated. Several algorithms exist that start by approximating $p_0$ and…
The theoretical information threshold for the planted clique problem is $2\log_2(N)$, however no polynomial algorithm is known to recover a planted clique of size $O(N^{1/2-\epsilon})$, $\epsilon>0$. In this paper we will apply a standard…
Simulated and parallel tempering are families of Markov Chain Monte Carlo algorithms where a temperature parameter is varied during the simulation to overcome bottlenecks to convergence due to multimodality. In this work we introduce and…
We introduce a new update scheme to systematically improve the efficiency of parallel tempering simulations. We show that by adapting the number of sweeps between replica exchanges to the canonical autocorrelation time, the average…
We introduce an algorithm to systematically improve the efficiency of parallel tempering Monte Carlo simulations by optimizing the simulated temperature set. Our approach is closely related to a recently introduced adaptive algorithm that…
Simulated Tempering (ST) is an MCMC algorithm for complex target distributions that operates on a path between the target and a more amenable reference distribution. Crucially, if the reference enables i.i.d. sampling, ST is regenerative…
Dimensionality reduction is critical for deploying dense retrieval systems at scale, yet mainstream post-hoc methods face a fundamental trade-off: principal component analysis (PCA) preserves dominant variance but underutilizes…
Recent research has focused on designing neural samplers that amortize the process of sampling from unnormalized densities. However, despite significant advancements, they still fall short of the state-of-the-art MCMC approach, Parallel…
Diffusion models have emerged as a powerful class of generative models across various modalities, including image, video, and audio synthesis. However, their deployment is often limited by significant inference latency, primarily due to the…
Diffusion models are a remarkably effective way of learning and sampling from a distribution $p(x)$. In posterior sampling, one is also given a measurement model $p(y \mid x)$ and a measurement $y$, and would like to sample from $p(x \mid…